Trading Metrics calculated at close of trading on 20-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2008 |
20-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
8,975.35 |
8,852.30 |
-123.05 |
-1.4% |
8,462.42 |
High |
9,281.12 |
9,266.63 |
-14.49 |
-0.2% |
9,794.37 |
Low |
8,718.25 |
8,852.22 |
133.97 |
1.5% |
8,197.67 |
Close |
8,852.22 |
9,265.43 |
413.21 |
4.7% |
8,852.22 |
Range |
562.87 |
414.41 |
-148.46 |
-26.4% |
1,596.70 |
ATR |
569.63 |
558.54 |
-11.09 |
-1.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,371.32 |
10,232.79 |
9,493.36 |
|
R3 |
9,956.91 |
9,818.38 |
9,379.39 |
|
R2 |
9,542.50 |
9,542.50 |
9,341.41 |
|
R1 |
9,403.97 |
9,403.97 |
9,303.42 |
9,473.24 |
PP |
9,128.09 |
9,128.09 |
9,128.09 |
9,162.73 |
S1 |
8,989.56 |
8,989.56 |
9,227.44 |
9,058.83 |
S2 |
8,713.68 |
8,713.68 |
9,189.45 |
|
S3 |
8,299.27 |
8,575.15 |
9,151.47 |
|
S4 |
7,884.86 |
8,160.74 |
9,037.50 |
|
|
Weekly Pivots for week ending 17-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,738.19 |
12,891.90 |
9,730.41 |
|
R3 |
12,141.49 |
11,295.20 |
9,291.31 |
|
R2 |
10,544.79 |
10,544.79 |
9,144.95 |
|
R1 |
9,698.50 |
9,698.50 |
8,998.58 |
10,121.65 |
PP |
8,948.09 |
8,948.09 |
8,948.09 |
9,159.66 |
S1 |
8,101.80 |
8,101.80 |
8,705.86 |
8,524.95 |
S2 |
7,351.39 |
7,351.39 |
8,559.49 |
|
S3 |
5,754.69 |
6,505.10 |
8,413.13 |
|
S4 |
4,157.99 |
4,908.40 |
7,974.04 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,794.37 |
8,197.67 |
1,596.70 |
17.2% |
656.09 |
7.1% |
67% |
False |
False |
|
10 |
10,124.03 |
7,882.51 |
2,241.52 |
24.2% |
725.46 |
7.8% |
62% |
False |
False |
|
20 |
11,168.06 |
7,882.51 |
3,285.55 |
35.5% |
576.61 |
6.2% |
42% |
False |
False |
|
40 |
11,790.17 |
7,882.51 |
3,907.66 |
42.2% |
441.01 |
4.8% |
35% |
False |
False |
|
60 |
11,867.11 |
7,882.51 |
3,984.60 |
43.0% |
364.33 |
3.9% |
35% |
False |
False |
|
80 |
11,867.11 |
7,882.51 |
3,984.60 |
43.0% |
327.18 |
3.5% |
35% |
False |
False |
|
100 |
12,689.70 |
7,882.51 |
4,807.19 |
51.9% |
298.90 |
3.2% |
29% |
False |
False |
|
120 |
13,136.69 |
7,882.51 |
5,254.18 |
56.7% |
276.08 |
3.0% |
26% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,027.87 |
2.618 |
10,351.56 |
1.618 |
9,937.15 |
1.000 |
9,681.04 |
0.618 |
9,522.74 |
HIGH |
9,266.63 |
0.618 |
9,108.33 |
0.500 |
9,059.43 |
0.382 |
9,010.52 |
LOW |
8,852.22 |
0.618 |
8,596.11 |
1.000 |
8,437.81 |
1.618 |
8,181.70 |
2.618 |
7,767.29 |
4.250 |
7,090.98 |
|
|
Fisher Pivots for day following 20-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
9,196.76 |
9,090.09 |
PP |
9,128.09 |
8,914.74 |
S1 |
9,059.43 |
8,739.40 |
|